+95.6%
AXP vs TFC
-1.6%
+97.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.1% |
| 7D | +0.4% | +1.1% | -0.7% | -0.2% |
| 30D | +7.0% | +7.8% | -0.7% | +2.4% |
| 3M | -6.6% | -4.8% | -1.8% | -4.0% |
| 6M | +3.5% | +1.8% | +1.6% | +1.8% |
| YTD | -11.2% | +4.4% | -15.6% | -13.8% |
| 1Y | -10.2% | +18.0% | -28.1% | -18.8% |
| 3Y | +120.0% | +85.2% | +34.9% | +55.6% |
| 5Y | +95.6% | -1.4% | +96.9% | +112.1% |
| All | +95.6% | -1.6% | +97.2% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling